$2.99
-0.13 (-4.17%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 78.33% | Sharpe | −0.50 |
| Sortino | −0.69 |
| Beta | 1.38 | Correlation | 0.29 |
| Up capture | −55.18% | Down capture | 371.84% |
Relative Value shows 1.01 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −91.56% | Ulcer Index | 65.32 |
| MTD | −14.08% | QTD | −30.79% |
| YTD | −52.99% | Window (ann., 3.0y) | −50.30% |
| Skewness | −0.27 | Excess Kurtosis | 9.16 |
| Omega (θ=0) | 0.91 | Tail Ratio | 1.05 |
| Gain/Pain | −0.09 | Hit Rate | 46.13% |
| Win/Loss | 1.04 | Upside Potential | 0.45 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -7.04% | -13.87% | -8.27% | -11.63% |
| CVaR (ES) | -11.24% | -20.05% | -10.33% | -13.30% |
| VaR (Cornish-Fisher) | — | — | -7.73% | -23.04% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -91.56% | 2023-12-28 | 2026-08-10 | ongoing | 651 | — |
| -30.11% | 2023-09-28 | 2023-10-20 | 2023-12-26 | 16 | 45 |
| -9.83% | 2023-09-01 | 2023-09-11 | 2023-09-27 | 5 | 12 |
| -1.48% | 2023-08-23 | 2023-08-24 | 2023-08-28 | 1 | 2 |
| -1.15% | 2023-08-21 | 2023-08-22 | 2023-08-23 | 1 | 1 |
Worst depth first · lengths in trading days.